-27.6%
AAL vs WST
+3,170.5%
-3,198.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.1% |
| 7D | +4.6% | -3.1% | +7.7% | +6.1% |
| 30D | +2.6% | +9.1% | -6.5% | -1.3% |
| 3M | -17.8% | +14.7% | -32.5% | -22.8% |
| 6M | +1.9% | +28.0% | -26.1% | -9.3% |
| YTD | -14.0% | +45.6% | -59.7% | -28.2% |
| 1Y | +0.2% | +45.7% | -45.4% | -16.5% |
| 3Y | +13.0% | +21.1% | -8.0% | -11.8% |
| 5Y | -39.6% | +0.3% | -39.9% | -50.7% |
| 10Y | -65.7% | +449.0% | -514.7% | -93.2% |
| All | -27.6% | +3,170.5% | -3,198.0% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling